Trading Metrics calculated at close of trading on 13-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,917.00 |
1,892.00 |
-25.00 |
-1.3% |
1,961.00 |
High |
1,931.25 |
1,906.00 |
-25.25 |
-1.3% |
1,971.00 |
Low |
1,893.25 |
1,864.25 |
-29.00 |
-1.5% |
1,893.25 |
Close |
1,894.25 |
1,865.50 |
-28.75 |
-1.5% |
1,894.25 |
Range |
38.00 |
41.75 |
3.75 |
9.9% |
77.75 |
ATR |
26.53 |
27.61 |
1.09 |
4.1% |
0.00 |
Volume |
3,069,299 |
2,948,075 |
-121,224 |
-3.9% |
12,588,495 |
|
Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,003.75 |
1,976.50 |
1,888.50 |
|
R3 |
1,962.00 |
1,934.75 |
1,877.00 |
|
R2 |
1,920.25 |
1,920.25 |
1,873.25 |
|
R1 |
1,893.00 |
1,893.00 |
1,869.25 |
1,885.75 |
PP |
1,878.50 |
1,878.50 |
1,878.50 |
1,875.00 |
S1 |
1,851.25 |
1,851.25 |
1,861.75 |
1,844.00 |
S2 |
1,836.75 |
1,836.75 |
1,857.75 |
|
S3 |
1,795.00 |
1,809.50 |
1,854.00 |
|
S4 |
1,753.25 |
1,767.75 |
1,842.50 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,152.75 |
2,101.25 |
1,937.00 |
|
R3 |
2,075.00 |
2,023.50 |
1,915.75 |
|
R2 |
1,997.25 |
1,997.25 |
1,908.50 |
|
R1 |
1,945.75 |
1,945.75 |
1,901.50 |
1,932.50 |
PP |
1,919.50 |
1,919.50 |
1,919.50 |
1,913.00 |
S1 |
1,868.00 |
1,868.00 |
1,887.00 |
1,855.00 |
S2 |
1,841.75 |
1,841.75 |
1,880.00 |
|
S3 |
1,764.00 |
1,790.25 |
1,872.75 |
|
S4 |
1,686.25 |
1,712.50 |
1,851.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,968.50 |
1,864.25 |
104.25 |
5.6% |
42.25 |
2.3% |
1% |
False |
True |
2,761,808 |
10 |
1,978.25 |
1,864.25 |
114.00 |
6.1% |
33.75 |
1.8% |
1% |
False |
True |
2,425,757 |
20 |
2,014.50 |
1,864.25 |
150.25 |
8.1% |
28.00 |
1.5% |
1% |
False |
True |
2,100,799 |
40 |
2,014.50 |
1,864.25 |
150.25 |
8.1% |
20.50 |
1.1% |
1% |
False |
True |
1,176,468 |
60 |
2,014.50 |
1,864.25 |
150.25 |
8.1% |
20.00 |
1.1% |
1% |
False |
True |
785,608 |
80 |
2,014.50 |
1,864.25 |
150.25 |
8.1% |
18.75 |
1.0% |
1% |
False |
True |
589,732 |
100 |
2,014.50 |
1,864.25 |
150.25 |
8.1% |
17.00 |
0.9% |
1% |
False |
True |
471,892 |
120 |
2,014.50 |
1,831.50 |
183.00 |
9.8% |
16.75 |
0.9% |
19% |
False |
False |
393,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,083.50 |
2.618 |
2,015.25 |
1.618 |
1,973.50 |
1.000 |
1,947.75 |
0.618 |
1,931.75 |
HIGH |
1,906.00 |
0.618 |
1,890.00 |
0.500 |
1,885.00 |
0.382 |
1,880.25 |
LOW |
1,864.25 |
0.618 |
1,838.50 |
1.000 |
1,822.50 |
1.618 |
1,796.75 |
2.618 |
1,755.00 |
4.250 |
1,686.75 |
|
|
Fisher Pivots for day following 13-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,885.00 |
1,916.50 |
PP |
1,878.50 |
1,899.50 |
S1 |
1,872.00 |
1,882.50 |
|